+179.9%
F vs FTNT
+6,890.6%
-6,710.7%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.0% | +2.3% | -0.1% |
| 7D | +1.6% | -12.7% | +14.2% | +4.3% |
| 30D | +2.6% | -37.2% | +39.9% | +12.0% |
| 3M | -8.8% | -25.8% | +17.0% | -4.6% |
| 6M | +4.6% | +32.1% | -27.5% | -4.5% |
| YTD | -1.9% | +49.7% | -51.6% | -13.5% |
| 1Y | -0.8% | +47.6% | -48.3% | -12.3% |
| 3Y | +43.5% | +137.2% | -93.7% | +9.7% |
| 5Y | -12.1% | +74.2% | -86.2% | -30.7% |
| 10Y | +83.6% | +1,824.2% | -1,740.6% | -18.7% |
| All | +179.9% | +6,890.6% | -6,710.7% | -23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FTNT.
Daily Out/Under-Performance
Portfolio return minus FTNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTNT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FTNT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling